SRC/dorbdb2.f(3)
π NAME π
okay so bestie, welcome to SRC/dorbdb2.f(3) from the Library Functions Manual β this is the page for the DORBDB2 routine, and it's giving linear-algebra main character energy. π
β¨ SYNOPSIS β¨
Functions/Subroutines
Here's the handshake, no cap:
subroutine dorbdb2 (m, p, q, x11, ldx11, x21, ldx21, theta, phi, taup1,
taup2, tauq1, work, lwork, info)
DORBDB2
π¦ Function/Subroutine Documentation π¦
Full signature, exactly as it appears:
subroutine dorbdb2 (integer m, integer p, integer q, double precision,
dimension(ldx11,*) x11, integer ldx11, double precision,
dimension(ldx21,*) x21, integer ldx21, double precision, dimension(*)
theta, double precision, dimension(*) phi, double precision,
dimension(*) taup1, double precision, dimension(*) taup2, double
precision, dimension(*) tauq1, double precision, dimension(*) work,
integer lwork, integer info)
DORBDB2
πΈ Purpose πΈ
DORBDB2 simultaneously bidiagonalizes the blocks of a tall and skinny matrix X with orthonormal columns. The vibe is literally this:
[ B11 ]
[ X11 ] [ P1 | ] [ 0 ]
[-----] = [---------] [-----] Q1**T .
[ X21 ] [ | P2 ] [ B21 ]
[ 0 ]
X11 is P-by-Q, and X21 is (M-P)-by-Q. P must be no larger than M-P, Q, or M-Q. Routines DORBDB1, DORBDB3, and DORBDB4 handle the cases in which P is not the minimum dimension.
The orthogonal matrices P1, P2, and Q1 are P-by-P, (M-P)-by-(M-P), and (M-Q)-by-(M-Q), respectively. They're represented implicitly by Householder vectors.
B11 and B12 are P-by-P bidiagonal matrices represented implicitly by angles THETA, PHI.
π Parameters π
MβMisINTEGER. It's literally the number of rows inX11plus the number of rows inX21.PβPisINTEGERβ the number of rows inX11. The range is0 <= P <= min(M-P,Q,M-Q).QβQisINTEGERβ the number of columns inX11andX21. The range is0 <= Q <= M.X11βX11isDOUBLE PRECISION array, dimension (LDX11,Q). On entry, it's the top block of the matrixXto be reduced. On exit, the columns oftril(X11)specify reflectors forP1, and the rows oftriu(X11,1)specify reflectors forQ1.LDX11βLDX11isINTEGERβ the leading dimension ofX11. It has to satisfyLDX11 >= P.X21βX21isDOUBLE PRECISION array, dimension (LDX21,Q). On entry, it's the bottom block of the matrixXto be reduced. On exit, the columns oftril(X21)specify reflectors forP2.LDX21βLDX21isINTEGERβ the leading dimension ofX21. It has to satisfyLDX21 >= M-P.THETAβTHETAisDOUBLE PRECISION array, dimension (Q). The entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. See Further Details.PHIβPHIisDOUBLE PRECISION array, dimension (Q-1). The entries of the bidiagonal blocksB11,B21are defined byTHETAandPHI. See Further Details.TAUP1βTAUP1isDOUBLE PRECISION array, dimension (P-1). The scalar factors of the elementary reflectors that defineP1.TAUP2βTAUP2isDOUBLE PRECISION array, dimension (Q). The scalar factors of the elementary reflectors that defineP2.TAUQ1βTAUQ1isDOUBLE PRECISION array, dimension (Q). The scalar factors of the elementary reflectors that defineQ1.WORKβWORKisDOUBLE PRECISION array, dimension (LWORK).LWORKβLWORKisINTEGERβ the dimension of the arrayWORK.LWORK >= M-Q. IfLWORK = -1, then a workspace query is assumed; the routine only calculates the optimal size of theWORKarray, returns this value as the first entry of theWORKarray, and no error message related toLWORKis issued byXERBLA.INFOβINFOisINTEGER.= 0: successful exit.< 0: ifINFO = -i, thei-th argument had an illegal value.
π Author π
The author list is serving:
- Univ. of Tennessee
- Univ. of California Berkeley
- Univ. of Colorado Denver
- NAG Ltd.
π Further Details π
The upper-bidiagonal blocks B11, B21 are represented implicitly by angles THETA(1), ..., THETA(Q) and PHI(1), ..., PHI(Q-1). Every entry in each bidiagonal band is a product of a sine or cosine of a THETA with a sine or cosine of a PHI. See [1] or DORCSD for details.
P1, P2, and Q1 are represented as products of elementary reflectors. See DORCSD2BY1 for details on generating P1, P2, and Q1 using DORGQR and DORGLQ.
π References π
[1]Brian D. Sutton. Computing the complete CS decomposition. Numer. Algorithms, 50(1):33-65, 2009.
Definition at line 200 of file dorbdb2.f.
π Author π
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